+174.6%
ARM vs ENB
+60.5%
+114.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.3% | +4.9% |
| 7D | -15.2% | -5.2% | -10.0% | -14.9% |
| 30D | -40.7% | +2.2% | -42.9% | -40.8% |
| 3M | -39.1% | -8.1% | -31.0% | -38.5% |
| 6M | -26.4% | -11.2% | -15.2% | -25.9% |
| YTD | +59.7% | +2.0% | +57.8% | +52.8% |
| 1Y | +10.3% | +4.1% | +6.3% | +4.6% |
| 3Y | +228.9% | +64.7% | +164.1% | +129.1% |
| All | +174.6% | +60.5% | +114.1% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling